Sequential Probability Ratio Test
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald. Neyman and Pearson''s 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use…mehr

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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald. Neyman and Pearson''s 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in the computerized testing of human examinees as a termination criterion.